HIMS vs. IXC
HIMS (Hims & Hers Health, Inc.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global Energy Sector Index. Over the past 5 years, HIMS returned 14.51%/yr vs 19.64%/yr for IXC. At a 0.11 correlation, their price movements are largely independent.
Performance
HIMS vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, HIMS achieves a -15.28% return, which is significantly lower than IXC's 32.22% return.
HIMS
- 1D
- 0.00%
- 1M
- 0.88%
- YTD
- -15.28%
- 6M
- -25.79%
- 1Y
- -49.74%
- 3Y*
- 45.13%
- 5Y*
- 14.51%
- 10Y*
- —
IXC
- 1D
- 0.87%
- 1M
- -1.75%
- YTD
- 32.22%
- 6M
- 30.00%
- 1Y
- 48.10%
- 3Y*
- 18.84%
- 5Y*
- 19.64%
- 10Y*
- 10.29%
HIMS vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HIMS Hims & Hers Health, Inc. | -15.28% | 34.28% | 171.69% | 38.85% | -2.14% | -55.14% | 47.47% | 1.02% |
IXC iShares Global Energy ETF | 32.22% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 5.42% |
Correlation
The correlation between HIMS and IXC is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2019 | 0.11 |
The correlation between HIMS and IXC shifts across timeframes, from -0.05 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
HIMS vs. IXC — Risk / Return Rank
HIMS
IXC
HIMS vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hims & Hers Health, Inc. (HIMS) and iShares Global Energy ETF (IXC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| HIMS | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.10 | ||
| Sortino ratioReturn per unit of downside risk | -3.61 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.42 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 5.00 | -5.64 |
| Martin ratioReturn relative to average drawdown | -1.06 | 15.10 | -16.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HIMS | IXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 2.58 | -3.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.84 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.32 | -0.10 |
Drawdowns
HIMS vs. IXC - Drawdown Comparison
The maximum HIMS drawdown since its inception was -87.29%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for HIMS and IXC.
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Drawdown Indicators
| HIMS | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.29% | -67.88% | -19.41% |
Max Drawdown (1Y)Largest decline over 1 year | -78.06% | -9.66% | -68.40% |
Max Drawdown (3Y)Largest decline over 3 years | -78.88% | -19.06% | -59.82% |
Max Drawdown (5Y)Largest decline over 5 years | -79.74% | -24.93% | -54.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.16% | — |
Current DrawdownCurrent decline from peak | -59.98% | -4.84% | -55.14% |
Average DrawdownAverage peak-to-trough decline | -43.19% | -17.48% | -25.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.08% | 3.20% | +43.88% |
Volatility
HIMS vs. IXC - Volatility Comparison
Hims & Hers Health, Inc. (HIMS) has a higher volatility of 25.84% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that HIMS's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HIMS | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.84% | 7.50% | +18.34% |
Volatility (6M)Calculated over the trailing 6-month period | 66.58% | 15.42% | +51.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 95.97% | 18.75% | +77.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.37% | 23.50% | +59.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.20% | 26.85% | +50.35% |
Dividends
HIMS vs. IXC - Dividend Comparison
HIMS has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 2.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIMS Hims & Hers Health, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IXC iShares Global Energy ETF | 2.79% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
Frequently Asked Questions
HIMS and IXC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HIMS has higher volatility (25.84%) compared to IXC (7.50%). In terms of maximum drawdown, HIMS dropped -87.29% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (2.58 vs -0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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